Rising ambient temperatures linked to climate change increasingly threatens mental health, particularly in low-resource urban environments across Africa, where extreme heat can disrupt sleep, elevating risks of anxiety and depression. This short communication outlines the mechanistic pathways through which acute and chronic heat exposure influence mental health via sleep disruption, drawing on evidence from Kampala in Uganda, and comparable urban centers across Africa. The heat–sleep–mental health pathway is bidirectional: heat-related biological processes such as neuroinflammation and HPA-axis dysregulation disrupt sleep, and sleep loss in turn exacerbates these same biological stress responses. These biological processes interact with heat-amplifying environmental factors, including heat-retaining housing, poor ventilation, and limited vegetation cover, as well as social stressors related to poverty, gendered labor roles, and overcrowding. Together, these factors amplify physiological strain and psychological distress that can trigger mental illness. A forward research agenda emphasizes longitudinal and mixed-methods designs, biomarker integration, and gender-responsive interventions to better characterize and mitigate these risks. Advances in low-cost measurement technologies, such as digital hygrometers and mobile health (mHealth) tools, now allow high-resolution monitoring of temperature, humidity, and sleep quality in community settings. Recognizing sleep as a modifiable mediator between heat exposure and mental health offers an actionable framework for improving resilience to climate-related stressors in rapidly urbanizing regions.